Anic Equity¶

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Total return since start: 0.626 %¶

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Equity now: -----------------------------> 49659.86 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45598.65 Kr¶

PnL: ---------------------------------------> 542.65 Kr¶

DD now: ---------------------------------> -6.514 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 16:07:00.094509'

Anic Portfolio¶

Today¶

Return: 1.609 %¶

This Week¶

Return: 0.723 %¶

Total portfolio value¶

Return including deposits: 62.574 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.630000 1671.300000 202.300000 13.770000 1468.999998
Sedana Medical 93 3.910000 2669.100000 148.100000 5.870000 2521.000011
Orrön Energy 180 6.040000 2180.700000 137.700000 6.740000 2043.000000
Atrium Ljungberg B 5 4.510000 995.500000 60.500000 6.470000 935.000000
Platzer Fastigheter Holding B 12 4.830000 1016.400000 55.400000 5.760000 960.999996
Sagax A 4 5.120000 904.000000 50.000000 5.850000 854.000000
JM 6 3.620000 909.600000 45.600000 5.280000 864.000000
Catena 2 4.230000 837.200000 45.200000 5.710000 792.000000
Sagax B 4 3.740000 899.200000 45.200000 5.290000 854.000000
Hoist Finance 35 1.390000 1018.500000 38.500000 3.930000 980.000000
Hexatronic Group 12 2.900000 996.240000 29.240000 3.020000 966.999996
BioGaia B 8 2.050000 953.600000 23.600000 2.540000 930.000000
Bilia A 8 1.780000 916.000000 16.000000 1.780000 900.000000
Gränges 9 1.650000 943.200000 15.200000 1.640000 927.999999
VEF 909 2.500000 1863.450000 13.450000 0.730000 1850.000436
Byggmax Group 33 1.660000 968.880000 12.880000 1.350000 956.000001
Clas Ohlson B 12 0.920000 983.400000 10.400000 1.070000 972.999996
Biotage 7 0.890000 951.300000 10.300000 1.090000 940.999997
OX2 13 1.660000 956.150000 6.150000 0.650000 949.999999
EQT 4 0.970000 836.000000 4.000000 0.480000 832.000000
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
AcadeMedia 8 0.200000 401.600000 -0.400000 -0.100000 402.000000
ASSA ABLOY B 3 0.150000 777.000000 -2.000000 -0.260000 779.000001
Alimak Group 11 0.240000 919.600000 -8.400000 -0.910000 927.999996
Nordic Waterproofing Holding 7 1.040000 953.400000 -13.600000 -1.410000 966.999999
Addnode Group B 11 0.120000 902.550000 -18.450000 -2.000000 921.000003
SKF B 5 -1.690000 916.250000 -23.750000 -2.530000 940.000000
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Hexagon B 26 1.230000 3432.000000 -29.000000 -0.840000 3461.000010
Indutrade 5 2.150000 1186.000000 -32.000000 -2.630000 1218.000000
Vitec Software Group B 2 0.670000 1049.000000 -38.000000 -3.500000 1087.000000
Latour B 4 0.000000 818.000000 -39.000000 -4.550000 857.000000
INVISIO 16 0.890000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.510000 1047.600000 -61.400000 -5.540000 1109.000001
BHG Group 97 1.570000 1376.430000 -82.570000 -5.660000 1458.999989
TOTAL 45598.650000 542.650000 -6.51443% 45056.000411

Updated:¶

'2023-07-04 16:07:17.623939'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶